Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'091 CHF | 114'530 CHF | 92.68% | 92.68% |
12.07.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'807 CHF | 113'769 CHF | 94.77% | 94.77% |
11.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'289 CHF | 107'263 CHF | 92.68% | 92.68% |
10.07.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'518 CHF | 102'006 CHF | 91.16% | 91.16% |
09.07.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 298'476 CHF | 100'992 CHF | 94.88% | 94.88% |
08.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'663 CHF | 105'054 CHF | 90.09% | 90.09% |
05.07.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'107 CHF | 103'536 CHF | 93.09% | 93.09% |
04.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 304'670 CHF | 103'057 CHF | 87.23% | 87.23% |
03.07.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'222 CHF | 96'574 CHF | 96.09% | 96.09% |
02.07.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'435 CHF | 93'645 CHF | 97.38% | 97.38% |